Testing with many weak instruments (Q277151)

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Language	Label	Description	Also known as
English	Testing with many weak instruments	scientific article

Statements

scholarly article

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Testing with many weak instruments (English)

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zbMATH Open document ID

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10.1016/j.jeconom.2006.05.012

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Donald W. K. Andrews

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Journal of Econometrics

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publication date

4 May 2016

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Anderson-Rubin test

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conditional likelihood ratio test

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instrumental variables

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Lagrange multiplier test

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many instrumental variables

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weak instruments

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2006.05.012

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The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

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Alternative Approximations to the Distributions of Instrumental Variable Estimators

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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC

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Martingale Central Limit Theorems

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Random Effects Estimators with many Instrumental Variables

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Consistent Estimation with a Large Number of Weak Instruments

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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

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Choosing the Number of Instruments

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OPTIMAL INFERENCE WITH MANY INSTRUMENTS

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Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations

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Central limit theorem for integrated square error of multivariate nonparametric density estimators

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GMM with Many Moment Conditions

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Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations

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Tests with correct size when instruments can be arbitrarily weak

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A Conditional Likelihood Ratio Test for Structural Models

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Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size

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Instrumental Variables Regression with Weak Instruments

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Mathematics(1 entry)

mardi Publication:277151

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